-20.1%
MDT vs THC
+248.0%
-268.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.5% |
| 7D | +0.4% | -2.6% | +2.9% | +0.8% |
| 30D | +6.0% | -1.2% | +7.2% | +6.2% |
| 3M | +15.5% | +58.9% | -43.4% | +6.8% |
| 6M | +3.4% | +9.3% | -5.9% | +1.3% |
| YTD | -2.2% | +30.4% | -32.5% | -7.2% |
| 1Y | +2.6% | +34.6% | -32.0% | -3.5% |
| 3Y | +27.5% | +246.7% | -219.1% | -2.7% |
| 5Y | -20.1% | +244.5% | -264.6% | -40.5% |
| All | -20.1% | +248.0% | -268.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling